TWO HARBORS INVENTMENT CORPO

CUSIP: 90187BAB7 Class: NOTE 6.250% 1/1

Verition Fund Management LLC's Holding History (CIK: 0001454027)

Note: Option positions (PUT/CALL) are excluded.

Q1 2022
Shares 2,150,000 Value ($000) $2,137 Avg Close — Range —
Q4 2021
Shares 2,500,000 Value ($000) $2,531 Avg Close — Range —
Q3 2021
Shares 2,000,000 Value ($000) $2,057 Avg Close — Range —
Q2 2021
Shares 2,582,000 Value ($000) $2,790 Avg Close — Range —
Q1 2021
Shares 1,582,000 Value ($000) $1,731 Avg Close — Range —